Sentences with phrase «keep reading during»

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Great Opening Lines to Hook Young Readers If you're interested in getting your child or teen to keep reading during a hot, long, lazy vacation 100 Best First Lines from Novels.

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George Walton, the last of the Georgia delegation, was a carpenter's apprentice whose boss «not only kept him closely at labor during the day, but refused him the privilege of a candle, by which to read at night.»

Hilton president and CEO Christopher Nassetta said during... Keep reading

Hyatt Hotels Corp. posted better - than - expected results during the first quarter, reporting gains in average daily rate and occupancy, as well as a spike... Keep reading

During Olympics, Tyee keeps up its hard - nosed reporting and mixes wry commentary and reader - supplied photos for a widely read daily feature called The People's Podium.

Using monthly values of sentiment measures as available and monthly index / portfolio returns during January 1990 through December 2015, he finds that: Keep Reading

Using data on 8,967 trades by 676 traders from four snapshots (64 total trading days) during 2000 - 2003, along with survey responses from 67 of these traders, they conclude that: Keep Reading

Using daily closes of the S&P 500 Total Return Index and T - bill yields during October 1928 through October 2015, they find that: Keep Reading

Using daily closing prices for the most liquid contract for each of 35 (6 energy, 10 commodity, 6 government bond, 6 currency exchange rate and 7 equity index) futures contract series as available during January 1987 through December 2013, he finds that: Keep Reading

Using the complete record of transactions, orders and quotes for Taiwan stock index options during 2002 - 2005 (involving 238,303 individual investors, 1,076 domestic institutions, 50 foreign institutions and 29 market makers), they conclude that: Keep Reading

Using results of an online survey of 1,500 U.S. adults during July 2009, they conclude that: Keep Reading

Using weekly worldwide normalized search volumes for «XLF» (for the «Finance» category only) and XLF weekly dividend - adjusted prices during July 2007 through most of July 2012 (260 weeks), and weekly worldwide normalized search volumes for «bull market» and «bear market» (across all categories) and S&P 500 Index weekly levels during January 2004 through most of July 2012 (446 weeks), we find that: Keep Reading

Using quarterly hedge fund SEC Form 13F filings and short interest data for a broad sample of U.S. stocks (excluding small and low - priced stocks), along with data required to compute stock return predictors and risk factors for these stocks, during 1990 through 2012, they find that: Keep Reading

Using monthly portfolio returns for thousands of advised and self - directed individual Dutch investors during April 2003 through August 2007 (52 months), they conclude that: Keep Reading

Using beta - related data for developed market stocks during 1979 through 2014 and emerging market stocks during 2001 through 2014, they find that: Keep Reading

Using simulated daily data for the ETPs before their respective inceptions (ranging from January 2009 to October 2011) and actual daily data thereafter during late June 2006 through late April 2014, they find that: Keep Reading

Using monthly returns for 3,292 actively managed mutual funds focused on U.S. stocks and contemporaneous market, size, book - to - market and momentum factor returns during March 1993 to December 2014, they find that: Keep Reading

Using daily bid, ask and closing prices for all stocks included in the S&P 1500 during January 1990 (supporting initial pair trades in January 1991) through December 2014, she finds that: Keep Reading

Using daily data for 52 futures series (20 commodities, eight 10 - year government bonds, nine currency exchange rates versus the U.S. dollar and 15 country stock indexes) during January 1990 through January 2016, he finds that: Keep Reading

Using daily closing prices of DJIA stocks during mid-march 1939 through December 2010, they find that: Keep Reading

Using monthly T - bill yield and monthly dividend - adjusted closing prices for the above assets during January 1993 (as limited by SPY) through Mar 2018, we find that: Keep Reading

Using daily spot prices for platinum group metals, gold and crude oil, daily levels of a broad U.S. stock market index, monthly U.S. consumer and producer price indexes and monthly U.S. industrial production levels during July 1992 through December 2011, they find that: Keep Reading

Using stock prices and firm characteristics related to 6,197 cases of activist short selling reported in Seeking Alpha or Activist Shorts Research during mid-February 2006 through December 2015, he finds that: Keep Reading

Using data for a broad sample of U.S. common stocks and model factors (excluding extreme outliers) during July 1963 through December 2015, they find that: Keep Reading

Using daily closes for VIX and daily returns of the broad capitalization - weighted U.S. stock market during January 1990 through December 2015, he finds that: Keep Reading

Using monthly news article and Google search counts (either by firm name or stock ticker symbol), prices and firm characteristics for a broad sample of U.S. common stocks during 2004 through 2011, he finds that: Keep Reading

Using a database consisting of more than 68,000 accounts and eight million trades in stocks, bonds and derivatives during January 2000 to March 2006, they find that: Keep Reading

Using gold price in U.S. dollars, the U.S. Consumer Price Index (CPI) and values of several currencies, mostly during January 1975 (the end of the government - fixed gold price era) through March 2012, they conclude that: Keep Reading

Using daily and monthly gold prices in U.S. dollars during January 1970 through August 2012 (see the chart below), they find that: Keep Reading

Using stock and option price data for 5,509 U.S. stocks for which options are available during January 1996 through August 2014, they find that: Keep Reading

Using daily data for these financial series during January 2001 through mid-October 2012, and contemporaneous U.S. economic news and associated expectations, they find that: Keep Reading

Using a data on the portfolio holdings and trades of a sample of 41,039 individual investors (with demographics) at a large U.S. discount brokerage house during 1991 - 1996, they conclude that: Keep Reading

Using the specified sentiment analysis tools and a set of 900,754 Reuters news articles published during 2003 through 2010, they find that: Keep Reading

Using daily levels of alternative gold assets and the S&P 500 Total Return Index as a reference asset during July 1987 through June 2010 (for bullion and gold mutual funds) and February 2005 through June 2010 (for all gold alternatives), they find that: Keep Reading

Using survivorship bias - free performance, sales channel and holding data for active U.S. domestic equity funds with at least five years of history and substantial holdings / assets during 1980 through 2014, they find that: Keep Reading

Using daily and monthly prices for the specified assets during January 1980 through September 2016, they find that: Keep Reading

Using daily gold bullion spot prices (London fixing) and COMEX gold futures prices during 1981 through 2010 (30 years), along with contemporaneous stock market index and gold jewelry demand data, he finds that: Keep Reading

Using daily data for S&P 500 Index levels, options and futures, and contemporaneous stock and option pricing model factors, as available during January 1996 through August 2015, they find that: Keep Reading

Using monthly data for a broad sample of U.S. stocks and the value premium during 1926 through 2014, he finds that: Keep Reading

Using returns, firm characteristics and institutional ownership data associated with 14,538 open market repurchase announcements during 1985 - 2010 and 6,645 SEO announcements during 1980 - 2010 (excluding financials and utilities), they find that: Keep Reading

Using daily gold spot and nearby futures contract prices and the Treasury bill yield (risk - free rate) during November 1978 through March 2010 (377 months), they find that: Keep Reading

Using weekly dividend - adjusted returns for HSGFX during 11/21/00 (the earliest available) through 7/26/13 (660 weekly returns), along with contemporaneous weekly returns for the S&P 500 Index and the Russell 2000 Index as benchmarks, we find that: Keep Reading

Using monthly split - adjusted closing prices for SVXY and contemporaneous T - bill yield during October 2011 through early February 2018 (only 78 months, with February 2018 partial), we find that: Keep Reading

Using the specified data during November 2016 (and earlier for validation) through December 2017, they find that: Keep Reading

Using intraday and daily prices of the most active rolling futures contracts for the S&P 500 Index, gold and light crude oil during 1987 through 2012, they find that: Keep Reading

Using data for 66,465 households at a large discount brokerage firm during 1991 - 1996, they find that: Keep Reading

Using monthly dividend - adjusted closing prices for UUP and the asset class proxies during March 2007 (when all ETFs are first available, limited by UUP) through July 2017 (125 months), we find that: Keep Reading

Using personality profiles for 21 Australian self - directed investors along with information about their trading and investment performance during July 2004 - June 2005, they conclude that: Keep Reading